From post

On the asymptotic distributional risk properties of pre-test and shrinkage L1-estimators

, и . Computational Statistics & Data Analysis, 5 (4): 289--299 (сентября 1987)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed.

 

Другие публикации лиц с тем же именем

Improved ridge regression estimators for the logistic regression model., и . Comput. Stat., 28 (6): 2519-2558 (2013)Preface. Journal of Nonparametric Statistics, 3 (3): 201--222 (1994)Robustified version of Stein's multivariate location estimation, и . Statistics & Probability Letters, 9 (4): 375--380 (апреля 1990)Rank tests and regression rank score tests in measurement error models., , и . Comput. Stat. Data Anal., 54 (12): 3108-3120 (2010)Bayes, minimax and nonnegative estimators of variance components under Kullback-Leibler loss, , и . Journal of Statistical Planning and Inference, 86 (1): 201--214 (15.04.2000)Joint estimation and tests of hypothesis of regression and scale parameters in a simple linear model with cauchy errors based on a few regression quantiles, , и . Journal of Nonparametric Statistics, 3 (3): 309--315 (1994)Statistical Properties of the log-cosh Loss Function Used in Machine Learning., и . CoRR, (2022)Estimation and testing of quantiles of the extreme-value distribution, , и . Journal of Statistical Planning and Inference, 14 (2-3): 389--400 (1986)On the asymptotic distributional risk properties of pre-test and shrinkage L1-estimators, и . Computational Statistics & Data Analysis, 5 (4): 289--299 (сентября 1987)Robust estimation for the parameters of multiple-design multivariate linear models under general restriction, и . Journal of Nonparametric Statistics, 2 (3): 295--305 (1993)